Regulated seasonal unit root process

DOI10.1515/snde-2019-0110OpenAlexW3173900616MaRDI QIDQ2700548

Ayse Ozgur Pehlivan, Burak Alparslan Eroğlu

Publication date: 27 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2019-0110

zbMATH Keywords

seasonal unit rootsregulated Brownian motionregulated time series

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Efficient Tests for an Autoregressive Unit Root
• Regulated fractionally integrated processes
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

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